Symbol:    
NortonLifeLock Inc 
Options Root:  Open Help    NLOK  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days38.72%33.86%34.46%80.36% - 13-Aug9.79% - 03-Dec
20 days28.16%26.13%41.40%66.23% - 08-Aug12.15% - 23-Oct
30 days28.37%28.53%49.75%71.21% - 14-Aug13.52% - 24-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help48.46%50.46%40.77%115.57% - 16-Mar19.01% - 15-Nov
IV Index put Open Help49.23%50.46%41.43%115.57% - 16-Mar19.49% - 15-Nov
IV Index mean Open Help48.85%50.46%41.10%115.57% - 16-Mar19.25% - 15-Nov
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days57.39%44.18%43.08%73.89% - 26-Mar-1.23% - 31-Dec
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
51.49%80.93% 2.24000.41
(22.40)
2.240Aug 21, 2020 20.0180.375-0.13
(-25.74)
0.3750-21.58%58.46%
51.55%67.30% 1.53500.21
(15.85)
1.535Aug 21, 2020 21.0180.615-0.24
(-28.07)
0.6150-33.20%53.84%
52.11%51.70% 0.99500.21
(26.75)
0.995Aug 21, 2020 22.0181.080-0.31
(-22.02)
1.0800-48.17%54.46%
51.32%36.38% 0.58500.13
(27.17)
0.585Aug 21, 2020 23.0181.660-0.30
(-15.52)
1.6600-63.00%53.29%
48.69%73.86% 2.59000.39
(17.73)
2.590Sep 18, 2020 20.0460.690-0.11
(-14.29)
0.6900-27.40%48.18%
46.71%63.81% 1.91000.36
(23.62)
1.910Sep 18, 2020 21.0461.025-0.18
(-14.94)
1.0250-37.42%46.33%
44.97%52.41% 1.34000.28
(27.01)
1.340Sep 18, 2020 22.0461.485-0.25
(-14.66)
1.4850-48.62%45.21%
43.80%40.69% 0.90000.19
(27.66)
0.900Sep 18, 2020 23.0462.080-0.35
(-14.40)
2.0800-59.69%44.92%
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